#ifndef VARIANCE_SWAP_H
#define	VARIANCE_SWAP_H

#include <vector>

using namespace std;

class VarianceSwap {
private:
	vector<double> _strike_price;
	vector<double> _volatility;

	double _spot_price;
	double _risk_free_rate;
	double _maturity;

	double computeFutureValue(); 
	double computeOptionPrice(int type, double strike_price, double sigma);
public:
	VarianceSwap();
	VarianceSwap(double spotPrice, double riskFreeRate, double maturity);

	void vs_printDebug();
	void vs_readData(char* input);
	double getVarianceSwap();
};

#endif
